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Tho National Stock index is currently 607.40, A European call option, written on the index, with strike 577.10, matures in 11 thenths, The intex pays

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Tho National Stock index is currently 607.40, A European call option, written on the index, with strike 577.10, matures in 11 thenths, The intex pays dilvidends at a rate of 1.00%, and has volatility 15.00%. The (continuously compounded) interest rate is 7.40%. What is the option's gamma? 0.003049 0.009071 0.003193 0.003021

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